Coupling from the past
Among Markov chain Monte Carlo (MCMC) algorithms, coupling from the past is a method for sampling from the stationary distribution of a Markov chain. Contrary to many MCMC algorithms, coupling from the past gives in principle a perfect sample from the stationary distribution. It was invented by James Propp and in 1996.
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Coupling from the past
Among Markov chain Monte Carlo (MCMC) algorithms, coupling from the past is a method for sampling from the stationary distribution of a Markov chain. Contrary to many MCMC algorithms, coupling from the past gives in principle a perfect sample from the stationary distribution. It was invented by James Propp and in 1996.
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Among Markov chain Monte Carlo ...... ed by James Propp and in 1996.
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Among Markov chain Monte Carlo ...... ed by James Propp and in 1996.
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Coupling from the past
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